CME Australian Dollar Future March 2024
Trading Metrics calculated at close of trading on 13-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2023 |
13-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
0.6465 |
0.6450 |
-0.0015 |
-0.2% |
0.6502 |
High |
0.6475 |
0.6466 |
-0.0009 |
-0.1% |
0.6502 |
Low |
0.6459 |
0.6447 |
-0.0012 |
-0.2% |
0.6416 |
Close |
0.6467 |
0.6460 |
-0.0007 |
-0.1% |
0.6416 |
Range |
0.0016 |
0.0019 |
0.0003 |
18.8% |
0.0086 |
ATR |
0.0031 |
0.0030 |
-0.0001 |
-2.5% |
0.0000 |
Volume |
7 |
7 |
0 |
0.0% |
4 |
|
Daily Pivots for day following 13-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6515 |
0.6506 |
0.6470 |
|
R3 |
0.6496 |
0.6487 |
0.6465 |
|
R2 |
0.6477 |
0.6477 |
0.6463 |
|
R1 |
0.6468 |
0.6468 |
0.6462 |
0.6473 |
PP |
0.6458 |
0.6458 |
0.6458 |
0.6460 |
S1 |
0.6449 |
0.6449 |
0.6458 |
0.6454 |
S2 |
0.6439 |
0.6439 |
0.6457 |
|
S3 |
0.6420 |
0.6430 |
0.6455 |
|
S4 |
0.6401 |
0.6411 |
0.6450 |
|
|
Weekly Pivots for week ending 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6702 |
0.6645 |
0.6463 |
|
R3 |
0.6616 |
0.6559 |
0.6439 |
|
R2 |
0.6530 |
0.6530 |
0.6431 |
|
R1 |
0.6473 |
0.6473 |
0.6423 |
0.6459 |
PP |
0.6444 |
0.6444 |
0.6444 |
0.6437 |
S1 |
0.6387 |
0.6387 |
0.6408 |
0.6373 |
S2 |
0.6358 |
0.6358 |
0.6400 |
|
S3 |
0.6272 |
0.6301 |
0.6392 |
|
S4 |
0.6186 |
0.6215 |
0.6368 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.6492 |
0.6416 |
0.0077 |
1.2% |
0.0019 |
0.3% |
58% |
False |
False |
4 |
10 |
0.6544 |
0.6416 |
0.0129 |
2.0% |
0.0023 |
0.4% |
35% |
False |
False |
3 |
20 |
0.6544 |
0.6416 |
0.0129 |
2.0% |
0.0018 |
0.3% |
35% |
False |
False |
5 |
40 |
0.6830 |
0.6416 |
0.0414 |
6.4% |
0.0018 |
0.3% |
11% |
False |
False |
3 |
60 |
0.6938 |
0.6416 |
0.0523 |
8.1% |
0.0016 |
0.2% |
9% |
False |
False |
2 |
80 |
0.6938 |
0.6416 |
0.0523 |
8.1% |
0.0015 |
0.2% |
9% |
False |
False |
2 |
100 |
0.6938 |
0.6416 |
0.0523 |
8.1% |
0.0013 |
0.2% |
9% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.6547 |
2.618 |
0.6516 |
1.618 |
0.6497 |
1.000 |
0.6485 |
0.618 |
0.6478 |
HIGH |
0.6466 |
0.618 |
0.6459 |
0.500 |
0.6457 |
0.382 |
0.6454 |
LOW |
0.6447 |
0.618 |
0.6435 |
1.000 |
0.6428 |
1.618 |
0.6416 |
2.618 |
0.6397 |
4.250 |
0.6366 |
|
|
Fisher Pivots for day following 13-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6459 |
0.6466 |
PP |
0.6458 |
0.6464 |
S1 |
0.6457 |
0.6462 |
|